Figure 3 — Yodacom Research | Paper 2: Inventory Circuit Breaker
Bear Fold Trigger Profile: drawdownFromPeak at Circuit Breaker Activation
All 17 confirmed 2022 bear folds (buy-and-hold < −20%). For folds where v5 fired, dots show the drawdown-from-peak at the trigger moment.
Folds where the gate blocked or threshold was not reached are shown with a distinct marker.
Reference lines at −15% (gate threshold) and −35% (inventory threshold). All trigger dots are well past both thresholds.
v5 fired — alpha improvement
v5 fired — alpha degradation
Gate blocked (eng or Hurst condition failed)
35% threshold not reached
Source: Appendix B and inventory-threshold-v5-validation-2026-04-28.md, Section 3.
All 17 confirmed 2022 bear folds (B&H < −20%). drawdownAtTrigger values from validation table; alpha deltas from Appendix B.
Folds sorted by drawdown severity (most severe left). Past performance does not guarantee future results. Research and educational use only.